If you’re getting those annoying “are you sure you want to run this exe file” warning on every executable you try to run, there is a fix for it.
You can disable this warning message from the Group Policy Editor. Click Start – Run and type gpedit.msc, then hit Ok.
This brings up the Group Policy Editor. Go to User Configuration – Administrative Templates – Windows Components – Attachment Manager then set Inclusion list for low file types to Enabled and enter the file types you don’t want to be warned about in the box, like .exe. If you want to add multiple entries, separate them by a semi colon (;)
Once you’re done, hit the Ok button here and the warning messages should go away for the files extensions you listed here.